-37.6%
RUN vs MTCH
-0.9%
-36.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.7% |
| 7D | -3.7% | +1.3% | -5.0% | -4.6% |
| 30D | -13.0% | +15.9% | -28.9% | -21.4% |
| 3M | -31.8% | +23.3% | -55.1% | -41.1% |
| 6M | -32.2% | +40.1% | -72.4% | -47.2% |
| YTD | -53.5% | +33.6% | -87.1% | -62.4% |
| 1Y | -46.5% | +14.1% | -60.6% | -52.2% |
| 3Y | -37.6% | +1.4% | -39.0% | -33.0% |
| All | -37.6% | -0.9% | -36.7% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling